We report on recent progress concerning the theoretical description of event-by-event fluctuations in heavy-ion collisions. Specifically, we discuss a new Cooper–Frye particlization routine — the subensemble sampler — which is designed to incorporate effects of global conservation laws, thermal smearing and resonance decays on fluctuation measurements in various rapidity acceptances. First applications of the method to heavy-ion collisions at the LHC energies are presented, and further necessary steps to analyze fluctuations from the RHIC beam energy scan are outlined.